InformationTheory

InformationTheory.Shannon.TimeBandLimiting.Enumeration

source

Time-and-band-limiting operator — the decreasing eigenvalue enumeration #

The eigenvalues of A in decreasing order (prolateEigenvalues), rebuilt from the structural compact self-adjoint spectral theorem since Mathlib's ordered sequence is FiniteDimensional-gated; its antitonicity, [0,1] range, and decay to 0; the non-vacuity witness timeBandLimitingOp_ne_zero making the leading eigenvalue strictly positive; and the matching parameter-boundary degeneracy of the enumeration.

The decreasing prolate eigenvalue enumeration #

noncomputable abbrev

InformationTheory.Shannon.TimeBandLimiting.prolateEnd

source
@[reducible, inline]
(T W : ) :

A = timeBandLimitingOp T W as a bare Module.End, the shape Mathlib's eigenvalue API uses.

Equations
Instances For
    Used by
      theorem

      InformationTheory.Shannon.TimeBandLimiting.timeBandLimitingOp_isSymmetric

      source
      Used by
        theorem

        InformationTheory.Shannon.TimeBandLimiting.exists_unit_eigenvector

        source
        {T W μ : } ( : (prolateEnd T W).HasEigenvalue μ) :
        ∃ (v : E), v = 1 (timeBandLimitingOp T W) v = μ v
        Used by
          theorem

          InformationTheory.Shannon.TimeBandLimiting.inner_eq_zero_of_eigenvalue_ne

          source
          {T W μ ν : } (hμν : μ ν) {v w : E} (hv : (timeBandLimitingOp T W) v = μ v) (hw : (timeBandLimitingOp T W) w = ν w) :
          inner v w = 0
          Used by
            theorem

            InformationTheory.Shannon.TimeBandLimiting.eigenvalue_le_one

            source
            {T W μ : } ( : (prolateEnd T W).HasEigenvalue μ) :
            μ 1
            Used by
              def

              InformationTheory.Shannon.TimeBandLimiting.prolateEigenvalueSet

              source
              (T W c : ) :

              The set of eigenvalues of A = timeBandLimitingOp T W lying strictly above c. @audit:ok

              Equations
              Instances For
                Used by
                  theorem

                  InformationTheory.Shannon.TimeBandLimiting.prolateEigenvalueSet_finite

                  source
                  (T W : ) {c : } (hc : 0 < c) :

                  For a positive threshold c, the compact operator A has only finitely many eigenvalues above c: an infinite family would give an orthonormal sequence of eigenvectors whose images stay c-separated, contradicting compactness. @audit:ok

                  Used by
                    noncomputable def

                    InformationTheory.Shannon.TimeBandLimiting.prolateEigenspaceSup

                    source
                    (T W c : ) :

                    The span of all eigenspaces of A whose eigenvalue exceeds c. @audit:ok

                    Equations
                    • One or more equations did not get rendered due to their size.
                    Instances For
                      Used by
                        theorem

                        InformationTheory.Shannon.TimeBandLimiting.prolateEigenspaceSup_finiteDimensional

                        source
                        (T W : ) {c : } (hc : 0 < c) :
                        Used by
                          noncomputable def

                          InformationTheory.Shannon.TimeBandLimiting.prolateCount

                          source
                          (T W c : ) :

                          The eigenvalue counting function of A: the number of eigenvalues exceeding c, counted with multiplicity.

                          Only meaningful for 0 < c, where prolateEigenspaceSup_finiteDimensional makes the finrank a genuine dimension. For c ≤ 0 it is a junk value: prolateEigenspaceSup_finiteDimensional no longer applies, and on an infinite-dimensional span finrank reports 0. This is why prolateEigenvalues below takes the infimum over 0 < c rather than 0 ≤ c — the latter would risk letting a junk 0 into the constraint set and collapsing the whole enumeration to ≡ 0. The span's infinite-dimensionality at c ≤ 0 is expected but not established in-tree (at c = 0 it is exactly the open infinite-rank obligation noted on prolateEigenvalues); nothing depends on it, since every use site below is guarded by 0 < c — audited site-by-site, no proof consumes the junk value. @audit:ok

                          Equations
                          Instances For
                            Used by
                              theorem

                              InformationTheory.Shannon.TimeBandLimiting.prolateEigenvalueSet_subset

                              source
                              (T W : ) {c c' : } (h : c c') :
                              Used by
                                theorem

                                InformationTheory.Shannon.TimeBandLimiting.prolateEigenspaceSup_mono

                                source
                                (T W : ) {c c' : } (h : c c') :
                                Used by
                                  theorem

                                  InformationTheory.Shannon.TimeBandLimiting.prolateCount_antitone

                                  source
                                  (T W : ) {c c' : } (hc : 0 < c) (h : c c') :
                                  Used by
                                    theorem

                                    InformationTheory.Shannon.TimeBandLimiting.prolateEigenvalueSet_one_eq_empty

                                    source
                                    (T W : ) :
                                    Used by
                                      theorem

                                      InformationTheory.Shannon.TimeBandLimiting.prolateCount_one_eq_zero

                                      source
                                      (T W : ) :
                                      prolateCount T W 1 = 0
                                      Used by
                                        noncomputable def

                                        InformationTheory.Shannon.TimeBandLimiting.prolateEigenvalues

                                        source
                                        (T W : ) (n : ) :

                                        The decreasing enumeration of the eigenvalues of the time-and-band limiting operator A = P_W ∘ Q_T ∘ P_W, listed with multiplicity and padded with 0.

                                        Defined as the generalized inverse of the counting function prolateCount: λ n is the least threshold c > 0 above which A has at most n eigenvalues.

                                        Scope: the unconditional headlines below (_nonneg, _le_one, _antitone, _tendsto_zero) are shape statements — each is satisfied by the constant-zero sequence, so none of them carries spectral content on its own. That is not a defect of the definition: for W ≤ 0 and for T ≤ 0 the operator genuinely collapses and the enumeration really is ≡ 0 (prolateEigenvalues_eq_zero_of_band_nonpos / prolateEigenvalues_eq_zero_of_time_nonpos), so a nondegeneracy input is needed to say more. prolateEigenvalues_zero_pos supplies it, ruling out the zero sequence for 0 < T, 0 < W; those two collapse lemmas are exactly what make its hypotheses tight.

                                        Still open (a strictly larger obligation, not attempted here): λ n ≠ 0 for all n, which needs A to have infinite rank. Neither that nor the above is the Landau–Pollak–Slepian eigenvalue- concentration asymptotics (the ≈2WT-eigenvalue count) consumed downstream. @audit:ok

                                        Equations
                                        Instances For
                                          Used by
                                            theorem

                                            InformationTheory.Shannon.TimeBandLimiting.prolateEigenvalues_setOf_nonempty

                                            source
                                            (T W : ) (n : ) :
                                            Used by
                                              theorem

                                              InformationTheory.Shannon.TimeBandLimiting.prolateEigenvalues_setOf_bddBelow

                                              source
                                              (T W : ) (n : ) :
                                              Used by
                                                theorem

                                                InformationTheory.Shannon.TimeBandLimiting.prolateEigenvalues_nonneg

                                                source
                                                (T W : ) (n : ) :
                                                Used by
                                                  theorem

                                                  InformationTheory.Shannon.TimeBandLimiting.prolateEigenvalues_le_of_count_le

                                                  source
                                                  (T W : ) {c : } (hc : 0 < c) {n : } (h : prolateCount T W c n) :
                                                  Used by
                                                    theorem

                                                    InformationTheory.Shannon.TimeBandLimiting.prolateEigenvalues_le_one

                                                    source
                                                    (T W : ) (n : ) :
                                                    Used by
                                                      theorem

                                                      InformationTheory.Shannon.TimeBandLimiting.prolateEigenvalues_antitone

                                                      source
                                                      Used by
                                                        theorem

                                                        InformationTheory.Shannon.TimeBandLimiting.prolateEigenvalues_tendsto_zero

                                                        source
                                                        Used by
                                                          theorem

                                                          InformationTheory.Shannon.TimeBandLimiting.prolateEigenvalues_hasEigenvalue

                                                          source
                                                          (T W : ) (n : ) (h : prolateEigenvalues T W n 0) :

                                                          Every nonzero entry of the enumeration really is an eigenvalue of A. If it were not, the finitely many eigenvalues above c/2 would leave a gap around it, making the counting function constant across c — contradicting that the count jumps there by definition of the infimum.

                                                          The hypothesis is a non-degeneracy precondition, not the proof's core (granting it hands you nothing about eigenvalues; the gap argument below does the work). It is retained for content rather than necessity: at an entry with λ n = 0 the conclusion would assert only that 0 is an eigenvalue of A, which is no spectral information, so the hypothesis-free form would pin strictly less. At n = 0 it is discharged in-tree by prolateEigenvalues_zero_hasEigenvalue for 0 < T, 0 < W. @audit:ok

                                                          Used by
                                                            noncomputable def

                                                            InformationTheory.Shannon.TimeBandLimiting.timeBox

                                                            source
                                                            (T : ) :

                                                            The indicator of the time window [0,T], as an element of L²(ℝ;ℂ). It is the witness that makes the eigenvalue enumeration non-vacuous: it lies in the time-limited subspace, and its spectrum is continuous with value T at the origin, hence survives the band cutoff. @audit:ok

                                                            Equations
                                                            Instances For
                                                              Used by
                                                                theorem

                                                                InformationTheory.Shannon.TimeBandLimiting.timeBox_coeFn

                                                                source
                                                                (T : ) :
                                                                (timeBox T) =ᵐ[MeasureTheory.volume] (Set.Icc 0 T).indicator fun (x : ) => 1
                                                                Used by
                                                                  theorem

                                                                  InformationTheory.Shannon.TimeBandLimiting.timeBox_mem_timeLimitSubspace

                                                                  source
                                                                  Used by
                                                                    theorem

                                                                    InformationTheory.Shannon.TimeBandLimiting.indicatorIcc_memLp_one

                                                                    source
                                                                    Used by
                                                                      theorem

                                                                      InformationTheory.Shannon.TimeBandLimiting.fourierIntegral_indicatorIcc_continuous

                                                                      source
                                                                      Used by
                                                                        theorem

                                                                        InformationTheory.Shannon.TimeBandLimiting.fourierIntegral_indicatorIcc_zero

                                                                        source
                                                                        {T : } (hT : 0 < T) :
                                                                        FourierTransform.fourier ((Set.Icc 0 T).indicator fun (x : ) => 1) 0 = T
                                                                        Used by
                                                                          theorem

                                                                          InformationTheory.Shannon.TimeBandLimiting.fourier_timeBox_ae_eq

                                                                          source
                                                                          Used by
                                                                            theorem

                                                                            InformationTheory.Shannon.TimeBandLimiting.bandLimitProj_timeBox_ne_zero

                                                                            source
                                                                            {T W : } (hT : 0 < T) (hW : 0 < W) :
                                                                            Used by
                                                                              theorem

                                                                              InformationTheory.Shannon.TimeBandLimiting.timeBandLimitingOp_ne_zero

                                                                              source
                                                                              {T W : } (hT : 0 < T) (hW : 0 < W) :

                                                                              The time-and-band limiting operator is nonzero whenever both the window and the band are nondegenerate. This is the non-vacuity input for the eigenvalue enumeration.

                                                                              Both hypotheses are tight, and on structurally distinct grounds: at T = 0 the window collapses (timeLimitSubspace_eq_bot_of_nonpos, so Q = 0) and at W = 0 the band collapses (bandLimitSubspace_eq_bot_of_nonpos, so P = 0); either forces A = 0 (timeBandLimitingOp_eq_zero_of_time_nonpos / timeBandLimitingOp_eq_zero_of_band_nonpos). So neither can be relaxed to . @audit:ok

                                                                              Used by
                                                                                theorem

                                                                                InformationTheory.Shannon.TimeBandLimiting.exists_pos_hasEigenvalue

                                                                                source
                                                                                {T W : } (hT : 0 < T) (hW : 0 < W) :
                                                                                ∃ (μ : ), 0 < μ (prolateEnd T W).HasEigenvalue μ
                                                                                Used by
                                                                                  theorem

                                                                                  InformationTheory.Shannon.TimeBandLimiting.prolateEigenvalues_zero_pos

                                                                                  source
                                                                                  {T W : } (hT : 0 < T) (hW : 0 < W) :

                                                                                  The eigenvalue enumeration of the time-and-band limiting operator is non-vacuous: its leading entry is strictly positive whenever the window and the band are nondegenerate. This is what rules out the constant-zero sequence, which satisfies every shape headline on prolateEigenvalues. It bounds only the leading entry; λ n ≠ 0 for all n is a strictly larger, open obligation. @audit:ok

                                                                                  Used by
                                                                                    theorem

                                                                                    InformationTheory.Shannon.TimeBandLimiting.prolateEigenvalues_zero_hasEigenvalue

                                                                                    source
                                                                                    {T W : } (hT : 0 < T) (hW : 0 < W) :

                                                                                    The leading entry of the enumeration is a genuine eigenvalue of A, discharging the non-degeneracy hypothesis of prolateEigenvalues_hasEigenvalue at n = 0. The discharge is not vacuous: the entry is strictly positive, so this exhibits a positive eigenvalue rather than the uninformative 0. @audit:ok

                                                                                    Used by

                                                                                      Degeneracy — the tightness half of the non-vacuity hypotheses #

                                                                                      The operator- and eigenvalue-level consequences of the subspace collapse established above (see the narrative anchor at zeroOnLp_eq_bot_of_ae_mem). Killing either projection kills A, and an A that is 0 has no positive eigenvalue, so the enumeration is identically 0. Together with prolateEigenvalues_zero_pos this pins both of its hypotheses as tight: the conclusion 0 < prolateEigenvalues T W 0 genuinely fails at T = 0 and at W = 0.

                                                                                      theorem

                                                                                      InformationTheory.Shannon.TimeBandLimiting.timeBandLimitingOp_eq_zero_of_band_nonpos

                                                                                      source
                                                                                      (T : ) {W : } (hW : W 0) :
                                                                                      Used by
                                                                                        theorem

                                                                                        InformationTheory.Shannon.TimeBandLimiting.timeBandLimitingOp_eq_zero_of_time_nonpos

                                                                                        source
                                                                                        {T : } (hT : T 0) (W : ) :
                                                                                        Used by
                                                                                          theorem

                                                                                          InformationTheory.Shannon.TimeBandLimiting.prolateEigenvalues_eq_zero_of_op_eq_zero

                                                                                          source
                                                                                          {T W : } (hA : timeBandLimitingOp T W = 0) (n : ) :
                                                                                          Used by
                                                                                            theorem

                                                                                            InformationTheory.Shannon.TimeBandLimiting.prolateEigenvalues_eq_zero_of_band_nonpos

                                                                                            source
                                                                                            (T : ) {W : } (hW : W 0) (n : ) :

                                                                                            At a degenerate band the eigenvalue enumeration collapses to 0, so the 0 < W hypothesis of prolateEigenvalues_zero_pos cannot be relaxed to 0 ≤ W. @audit:ok

                                                                                            Used by
                                                                                              theorem

                                                                                              InformationTheory.Shannon.TimeBandLimiting.prolateEigenvalues_eq_zero_of_time_nonpos

                                                                                              source
                                                                                              {T : } (hT : T 0) (W : ) (n : ) :

                                                                                              At a degenerate window the eigenvalue enumeration collapses to 0, so the 0 < T hypothesis of prolateEigenvalues_zero_pos cannot be relaxed to 0 ≤ T. @audit:ok

                                                                                              Used by

                                                                                                The 2WT trace bound #

                                                                                                The crude 2WT trace bound — the part of the degrees-of-freedom story that Bessel reaches on its own. (The Landau–Pollak–Slepian concentration is a strictly stronger statement and is not proved here; see prolateCount_mul_le.) The band-limiting projection is an integral operator against the reproducing kernel k_t = 2W sincN(2W(t − ·)) (bandLimitProj_apply_ae), so (P_W f)(t) = ⟪k_t, f⟫. Two facts about that kernel drive everything here: its -norm is the constant ‖k_t‖² = 2W (Plancherel against the spectral boxcar, which is already in-tree), and the quadratic form of A reads ⟪A f, f⟫ = ∫_[0,T] |⟪k_t, f⟫|² dt.

                                                                                                Bessel's inequality applied pointwise in t then caps the trace of A along any finite orthonormal family by ∫_[0,T] ‖k_t‖² dt = 2WT, and Markov's inequality converts that into the eigenvalue counting bound c · #{λ > c} ≤ 2WT.